{{Quickfixn}} Execution report not coming for few trades

Wed Aug 19 06:59:28 PDT 2020

I think the assembly names are QuickFix.FIX44 etc, so it'd need to be .StartsWith("QuickFix."), but other than that, yes, I think that should resolve it. ?
________________________________
From: Quickfixn <quickfixn-bounces at lists.quickfixn.com> on behalf of Grant Birchmeier <gbirchmeier at connamara.com>
Sent: 13 July 2020 15:38
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com>
Subject: Re: {{Quickfixn}} Exception while processing the FIX messages

[CAUTION] EXTERNAL EMAIL ..

Ohhhhhh..... my god.

Campbell, I think you are right.  Looking again at Raju's stacktrace, and it does originate in QF/n.  I was hasty.

Here's the code in question:
            var factoryTypes = assemblies
                .SelectMany(assembly => assembly.GetExportedTypes())
                .Where(IsMessageFactory)
                .ToList();

Where assemblies is defined (and where I've added a potential fix):
            var assemblies = AppDomain
                .CurrentDomain
                .GetAssemblies()
                .Where(assembly => !assembly.IsDynamic)
                .Where(assembly => assembly.GetName().Name.StartsWith("QuickFIXn"))  // FIX?
                .ToList()

I think that bold part might fix the issue.  What do you think, Campbell?

On Mon, Jul 13, 2020 at 9:04 AM Campbell Wild <Campbell.Wild at ihsmarkit.com<mailto:Campbell.Wild at ihsmarkit.com>> wrote:
We had a very similar issue to this.

The problem is that the QuickFIX/n library now dynamically scans all the static DLLs in the product to see which ones expose a return type of DefaultMessageFactory.  This seems pretty bad form to me, as it causes all libraries to load, and throws errors at the point where QuickFIX/n loads the default message factory instead of where that library is actually required.

In our case, we were developing in 32-bit, and we had a DLL that accessed a third-party 64 bit DLL, and so I couldn't start up QuickFIX until I developed in 64 bit mode.

My view is that GetMessageFactories should only be scanning the QuickFIX DLLs, and *NOT* all DLLs in the product, to see which ones return the DefaultMessageFactory type.

Campbell
________________________________
From: Quickfixn <quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>> on behalf of Grant Birchmeier <gbirchmeier at connamara.com<mailto:gbirchmeier at connamara.com>>
Sent: 13 July 2020 14:25
To: Mailing list for QuickFIX/n <quickfixn at lists.quickfixn.com<mailto:quickfixn at lists.quickfixn.com>>
Subject: Re: {{Quickfixn}} Exception while processing the FIX messages

[CAUTION] EXTERNAL EMAIL ..

This has nothing to do with QF/n.  Your app can't find the "WeifenLuo.WinFormsUI.Docking" library.

On Thu, Jul 9, 2020 at 1:35 PM Veduruparthi Raju <rveduruparthi at gmail.com<mailto:rveduruparthi at gmail.com>> wrote:
Hello,

I am using the QuickFix version 1.9 and using the below dll's in my project connecting to different exchanges one supporting the FIX44 and the other FIX50SP2.
I am seeing the following exception while processing the messages.
Does that assembly have anything to do with the quickfix engine I am using ?
BTW i am using the .NET Framework 4.7.
Appreciate any insight into this.

QuickFix.dll
QuickFix.FIX50SP2.dll
QuickFix.FIX44.dll

Exception:

System.IO.FileNotFoundException: Could not load file or assembly 'WeifenLuo.WinFormsUI.Docking, Version=3.0.4.0, Culture=neutral, PublicKeyToken=5cded1a1a0a7b481' or one of its dependencies. The system cannot find the file specified.

File name: 'WeifenLuo.WinFormsUI.Docking, Version=3.0.4.0, Culture=neutral, PublicKeyToken=5cded1a1a0a7b481'

   at System.Reflection.RuntimeAssembly.GetExportedTypes(RuntimeAssembly assembly, ObjectHandleOnStack retTypes)

   at System.Reflection.RuntimeAssembly.GetExportedTypes()

   at System.Linq.Enumerable.<SelectManyIterator>d__17`2.MoveNext()

   at System.Linq.Enumerable.WhereEnumerableIterator`1.MoveNext()

   at System.Collections.Generic.List`1..ctor(IEnumerable`1 collection)

   at System.Linq.Enumerable.ToList[TSource](IEnumerable`1 source)

   at QuickFix.DefaultMessageFactory.GetMessageFactories(IEnumerable`1 assemblies)

   at QuickFix.DefaultMessageFactory..ctor(String defaultApplVerId)

Thanks,
--Raju.v
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